Former student is depressed, missing girl in opening (7)
I believe the answer is:
alumnus
'former student' is the definition.
(I've seen this before)
'depressed missing girl in opening' is the wordplay.
'depressed missing girl' becomes 'lum' (I can't explain this - if you can you should give a lot more credence to this answer).
'in' is an insertion indicator.
'opening' becomes 'anus' (anus is a kind of opening).
'lum' inserted into 'anus' is 'ALUMNUS'.
'is' acts as a link.
Can you help me to learn more?
(Other definitions for alumnus that I've seen before include "(US) college graduate" , "School or college graduate" , "Past pupil" , "Former college pupil" , "Former school pupil" .)